+490.1%
ABBV vs TTD
+382.8%
+107.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | -4.1% | -4.6% | +0.5% | -3.9% |
| 30D | +1.2% | +3.7% | -2.5% | +1.0% |
| 3M | +12.1% | -30.2% | +42.3% | +13.7% |
| 6M | +12.0% | -51.4% | +63.4% | +15.4% |
| YTD | +12.4% | -63.4% | +75.8% | +17.2% |
| 1Y | +22.9% | -73.5% | +96.5% | +30.2% |
| 3Y | +86.8% | -83.5% | +170.2% | +97.6% |
| 5Y | +181.0% | -80.9% | +262.0% | +182.7% |
| All | +490.1% | +382.8% | +107.3% | +339.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TTD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling